Volatility Analysis
7,126.05
84.76
(1.20%)
04/17/2026
S&P 500 ($GSPC)Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan!
Historical Standard Deviation
| Period | Value |
| 1 Week | 89.08 |
| 20 Days | 227.84 |
| 1 Month | 212.95 |
| 3 Months | 169.45 |
| 100 Days | 144.71 |
| 6 Months | 137.65 |
| Year-to-date | 163.75 |
| 1 Year | 409.33 |
| 3 Years | 867.89 |
| 5 Years | 969.35 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2026 | 26.48 | -25.68 | 131.60 | -49.57 | -49.57 | 131.60 | 20.71 | ||||||||
| 2025 | -34.79 | -47.16 | 95.05 | -31.99 | 57.19 | 42.78 | -31.38 | -47.16 | 95.05 | 7.10 | |||||
| Summary | |||||||||||||||
| Avg Returns (%) | 26.48 | -25.68 | 131.60 | -49.57 | nan | -34.79 | -47.16 | 95.05 | -31.99 | 57.19 | 42.78 | -31.38 | -47.16 | 131.60 | nan |
| Max Pos Return (%) | 26.48 | -25.68 | 131.60 | -49.57 | 0.00 | -34.79 | -47.16 | 95.05 | -31.99 | 57.19 | 42.78 | -31.38 | 0.00 | 131.60 | 11.04 |
| Max Neg Return (%) | 26.48 | -25.68 | 131.60 | -49.57 | 0.00 | -34.79 | -47.16 | 95.05 | -31.99 | 57.19 | 42.78 | -31.38 | 0.00 | 131.60 | 11.04 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | nan | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | nan | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan |